The Museum is located in the building occupied by the writer Miguel de Cervantes during his stay in Valladolid between 1604 and 1606. The Cervantes´s stay in Valladolid coincided with the publication of the first edition of Don Quixote, in 1605. Inside it attempts to recreate the atmosphere that the writer could breathe quietly in a house decorated, according to the possibilities of a seventeenth-century Spanish nobleman.
In 1912 the Marquis of la Vega Inclán, Royal Commissioner of Turism, and Mr. Archer Huntington, president of The Hispanic Society of America, buy the buildings corresponding to Cervantes´s house and those adjoinings, to preserve all them of the wreck, with the support of the King of Spain Alfonso XIII. Their intention was to found a Library and a Museum in honor of Miguel de Cervantes. First was the Biblioteca Popular Cervantina in 1916, and then the museum in 1948.